Portfolio Risk Analysis

Bombay Stock Exchange Limited
In Mumbai

Free
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Important information

  • Training
  • Mumbai
  • Duration:
    1 Day
Description

Important information
Venues

Where and when

Starts Location
On request
Mumbai
PHIROZE JEEJEEBHOY TOWERS DALAL STREET MUMBAI- 400001, 400001, Maharashtra, India
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Course programme

The objective behind this course is to understand portfolio risk by means of statistical tools in addition to put together a portfolio delivering uppermost returns for any given level of risk. Attending this course and you will gain a comprehensive understanding of techniques to effectively manage credit risk in portfolios, loans and instruments, most commonly used models for assessing the credit risk exposure of a single couterparty or of a multiple portfolio and many more.Brokers, Sub-brokers, Financial Intermediaries and Investment Consultants/ Executives in Asset Management Companies, Portfolio Managers etc. Professional from Finance or Engineering or CA or CS or MBA can enroll for this course.PROGRAMME CONTENTS:Session 1 What is Risk, Types of RiskSession 2 Risk and Risk Premiumsa) How to calculate a Risk Premiumb) Holding Period Returnc) Real Risk and Nominal Riskd) Portfolio Risk Introduction.Session 3 Risk and Risk Premiumsa) Portfolio Risk Calculationb) Asset AllocationSession 4 Bond Mathematicsa) Inverse Relationb) Interest Rate Sensitivityc) Durationd) Portfolio Average Maturitye) Case Study

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